Controlled measure-valued martingales: a viscosity solution approach (Q6590450)
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scientific article; zbMATH DE number 7899438
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Controlled measure-valued martingales: a viscosity solution approach |
scientific article; zbMATH DE number 7899438 |
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Controlled measure-valued martingales: a viscosity solution approach (English)
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21 August 2024
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Itô's formula
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measure-valued martingales
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stochastic optimal control
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viscosity solutions
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